+80.4%
CLF vs USFR
+28.5%
+51.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +16.0% | +0.1% | +15.9% | +15.9% |
| 30D | +1.6% | +0.4% | +1.3% | +1.2% |
| 3M | +6.7% | +1.0% | +5.7% | +5.5% |
| 6M | +21.1% | +2.0% | +19.1% | +18.4% |
| YTD | -1.6% | +3.4% | -5.0% | -5.4% |
| 1Y | +18.5% | +4.1% | +14.4% | +12.9% |
| 3Y | -21.0% | +14.4% | -35.4% | -32.1% |
| 5Y | -41.4% | +21.4% | -62.8% | -53.8% |
| All | +80.4% | +28.5% | +51.9% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded USFR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling